properties of diagonally dominant matrix
1)(Levy-Desplanques theorem) A strictly diagonally dominant matrix is non-singular.
Proof.
Let be a strictly diagonally dominant matrix and let’s assume is singular, that is, . Then, by Gershgorin’s circle theorem, an index exists such that:
which is in contrast with strictly diagonally dominance definition.∎
2)() (See here (http://planetmath.org/ProofOfDeterminantLowerBoundOfAStrictDiagonallyDominantMatrix) for a proof.)
3) A Hermitian diagonally dominant matrix with real nonnegative diagonal entries is positive semidefinite.
Proof.
Let be a Hermitian diagonally dominant matrix with real nonnegative diagonal entries; then its eigenvalues are real and, by Gershgorin’s circle theorem, for each eigenvalue an index exists such that:
which implies, by definition of diagonally dominance,∎